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In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Machine Learning · Computer Science 2019-10-08 Abdallah Chehade , Zunya Shi

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

We consider the rank minimization problem from quadratic measurements, i.e., recovering a rank $r$ matrix $X \in \mathbb{R}^{n \times r}$ from $m$ scalar measurements $y_i=a_i^{\top} XX^{\top} a_i,\;a_i\in \mathbb{R}^n,\;i=1,\ldots,m$. Such…

Numerical Analysis · Mathematics 2018-06-05 Meng Huang , Zhiqiang Xu

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

A rank-$r$ matrix $X \in \mathbb{R}^{m \times n}$ can be written as a product $U V^\top$, where $U \in \mathbb{R}^{m \times r}$ and $V \in \mathbb{R}^{n \times r}$. One could exploit this observation in optimization: e.g., consider the…

Optimization and Control · Mathematics 2016-11-01 Dohyung Park , Anastasios Kyrillidis , Constantine Caramanis , Sujay Sanghavi

Sparse reduced-rank regression is an important tool to uncover meaningful dependence structure between large numbers of predictors and responses in many big data applications such as genome-wide association studies and social media…

Methodology · Statistics 2016-08-15 Mohammad Taha Bahadori , Zemin Zheng , Yan Liu , Jinchi Lv

A method is introduced to calculate the UV-divergent parts at one-loop level in dimensional regularization. The method is based on the recursion, and the basic integrals are just the scaleless integrals after the recursive reduction, which…

High Energy Physics - Phenomenology · Physics 2012-02-21 Feng Feng

PhaseLift, proposed by E.J. Cand\`{e}s et al., is one convex relaxation approach for phase retrieval. The relaxation enlarges the solution set from rank one matrices to positive semidefinite matrices. In this paper, a relaxation is employed…

Optimization and Control · Mathematics 2014-05-08 Pengwen Chen , Hung Hung

We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…

Numerical Analysis · Mathematics 2026-03-27 Andrii Dmytryshyn , Massimiliano Fasi , Nicholas J. Higham , Xiaobo Liu

Information retrieval (IR) methods, like retrieval augmented generation, are fundamental to modern applications but often lack statistical guarantees. Conformal prediction addresses this by retrieving sets guaranteed to include relevant…

Information Retrieval · Computer Science 2024-10-07 Yotam Intrator , Ori Kelner , Regev Cohen , Roman Goldenberg , Ehud Rivlin , Daniel Freedman

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…

Numerical Analysis · Mathematics 2024-07-25 Mengyu Wang , Jingchun Zhou , Hanyu Li

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

The vector autoregression (VAR) has been widely used in system identification, econometrics, natural science, and many other areas. However, when the state dimension becomes large the parameter dimension explodes. So rank reduced modelling…

Methodology · Statistics 2024-10-04 Xinhui Rong , Victor Solo

The Robinson-Schensted-Knuth (RSK) algorithm maps an integer matrix to a pair of semi-standard Young tableaux (SSYTs) whose underlying shape has the same integer partition. We study the set of matrices associated with a given partition…

Combinatorics · Mathematics 2026-02-17 Nimisha Pahuja

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

We find an explicit matrix model computing the refined topological vertex, starting from its representation in terms of plane partitions. We then find the spectral curve of that matrix model, and thus the mirror symmetry of the refined…

High Energy Physics - Theory · Physics 2011-07-27 B. Eynard , C. Kozcaz

Among many existing algorithms, convergence methods are the most popular means of computing square root and the reciprocal of square root of numbers. An initial approximation is required in these methods. Look up tables (LUT) are employed…

Numerical Analysis · Computer Science 2017-10-16 Shadrokh Samavi , Mohammad Reza Jahangir
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